Terahertz time-domain spectroscopy (THz-TDS) is a new coherent spectral technique to measure transmission spectra and analyze the spectral characteristics of samples. In this letter, the transmission spectra of edible pigments in the THz frequency range are measured using THz-TDS technology at both room temperature and low temperature in nitrogen atmosphere. Their refractive index spectra and absorbance are obtained. The result shows that there is some obviously abnormal dispersion in the refractive index spectra as well as absorption peaks in absorbance at the corresponding frequencies. THz-TDS is expected to have a potential application in the identification of pigments.